+17.9%
LMT vs DHI
-16.9%
+34.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -6.3% | -3.1% | -3.1% | -6.2% |
| 30D | -8.5% | -5.5% | -3.0% | -8.3% |
| 3M | +1.8% | -2.2% | +4.0% | +1.6% |
| 6M | -19.9% | -6.0% | -14.0% | -19.8% |
| YTD | +10.6% | 0.0% | +10.6% | +9.3% |
| 1Y | +17.9% | -18.2% | +36.2% | +19.4% |
| All | +17.9% | -16.9% | +34.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling